+89.7%
IWD vs BBAI
-77.0%
+166.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.5% |
| 7D | -0.6% | -10.2% | +9.6% | -0.4% |
| 30D | +3.6% | 0.0% | +3.6% | +3.6% |
| 3M | +2.7% | -30.9% | +33.6% | +3.0% |
| 6M | +13.2% | -46.8% | +60.0% | +13.9% |
| YTD | +26.8% | -57.4% | +84.2% | +27.7% |
| 1Y | +29.3% | -62.0% | +91.3% | +30.3% |
| 3Y | +85.1% | +47.4% | +37.7% | +82.8% |
| 5Y | +74.2% | -77.0% | +151.2% | +70.2% |
| All | +89.7% | -77.0% | +166.7% | +85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BBAI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling